CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8088 |
0.8105 |
0.0018 |
0.2% |
0.8208 |
| High |
0.8115 |
0.8111 |
-0.0005 |
-0.1% |
0.8219 |
| Low |
0.8060 |
0.8015 |
-0.0045 |
-0.6% |
0.8075 |
| Close |
0.8103 |
0.8028 |
-0.0076 |
-0.9% |
0.8111 |
| Range |
0.0055 |
0.0096 |
0.0041 |
73.6% |
0.0145 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0000 |
| Volume |
68,296 |
106,661 |
38,365 |
56.2% |
379,633 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8338 |
0.8278 |
0.8080 |
|
| R3 |
0.8242 |
0.8183 |
0.8054 |
|
| R2 |
0.8147 |
0.8147 |
0.8045 |
|
| R1 |
0.8087 |
0.8087 |
0.8036 |
0.8069 |
| PP |
0.8051 |
0.8051 |
0.8051 |
0.8042 |
| S1 |
0.7992 |
0.7992 |
0.8019 |
0.7974 |
| S2 |
0.7956 |
0.7956 |
0.8010 |
|
| S3 |
0.7860 |
0.7896 |
0.8001 |
|
| S4 |
0.7765 |
0.7801 |
0.7975 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8568 |
0.8484 |
0.8190 |
|
| R3 |
0.8424 |
0.8339 |
0.8150 |
|
| R2 |
0.8279 |
0.8279 |
0.8137 |
|
| R1 |
0.8195 |
0.8195 |
0.8124 |
0.8165 |
| PP |
0.8135 |
0.8135 |
0.8135 |
0.8120 |
| S1 |
0.8050 |
0.8050 |
0.8097 |
0.8020 |
| S2 |
0.7990 |
0.7990 |
0.8084 |
|
| S3 |
0.7846 |
0.7906 |
0.8071 |
|
| S4 |
0.7701 |
0.7761 |
0.8031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8165 |
0.8015 |
0.0150 |
1.9% |
0.0059 |
0.7% |
8% |
False |
True |
71,231 |
| 10 |
0.8255 |
0.8015 |
0.0240 |
3.0% |
0.0069 |
0.9% |
5% |
False |
True |
81,258 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0078 |
1.0% |
31% |
False |
False |
48,737 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0064 |
0.8% |
42% |
False |
False |
24,607 |
| 60 |
0.8293 |
0.7701 |
0.0592 |
7.4% |
0.0063 |
0.8% |
55% |
False |
False |
16,532 |
| 80 |
0.8293 |
0.7422 |
0.0871 |
10.9% |
0.0059 |
0.7% |
70% |
False |
False |
12,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8516 |
|
2.618 |
0.8361 |
|
1.618 |
0.8265 |
|
1.000 |
0.8206 |
|
0.618 |
0.8170 |
|
HIGH |
0.8111 |
|
0.618 |
0.8074 |
|
0.500 |
0.8063 |
|
0.382 |
0.8051 |
|
LOW |
0.8015 |
|
0.618 |
0.7956 |
|
1.000 |
0.7920 |
|
1.618 |
0.7860 |
|
2.618 |
0.7765 |
|
4.250 |
0.7609 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8063 |
0.8070 |
| PP |
0.8051 |
0.8056 |
| S1 |
0.8039 |
0.8042 |
|